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Kernel density estimator in an infinite-dimensional space with a rate of convergence in the case of diffusion process

✍ Scribed by S Dabo-Niang

Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 313 KB
Volume: 17
Category: Article
ISSN: 0893-9659
DOI: 10.1016/s0893-9659(04)90078-x

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✦ Synopsis

We estimate the common probability density function of n i.i.d, observations at a fixed point, valued in an infinite-dimensional Banach space. A kernel estimator is proposed. Convergence in mean square is proved. Application to process of diffusion type is considered. (~) 2004 Elsevier Ltd. All rights reserved.

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